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CHTR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHTR and SPY is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

CHTR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charter Communications, Inc. (CHTR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
967.57%
540.31%
CHTR
SPY

Key characteristics

Sharpe Ratio

CHTR:

0.99

SPY:

0.51

Sortino Ratio

CHTR:

1.73

SPY:

0.86

Omega Ratio

CHTR:

1.21

SPY:

1.13

Calmar Ratio

CHTR:

0.58

SPY:

0.55

Martin Ratio

CHTR:

3.88

SPY:

2.26

Ulcer Index

CHTR:

10.38%

SPY:

4.55%

Daily Std Dev

CHTR:

40.67%

SPY:

20.08%

Max Drawdown

CHTR:

-68.99%

SPY:

-55.19%

Current Drawdown

CHTR:

-54.49%

SPY:

-9.89%

Returns By Period

In the year-to-date period, CHTR achieves a 9.01% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, CHTR has underperformed SPY with an annualized return of 7.46%, while SPY has yielded a comparatively higher 11.99% annualized return.


CHTR

YTD

9.01%

1M

-2.89%

6M

11.21%

1Y

44.21%

5Y*

-5.99%

10Y*

7.46%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

CHTR vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHTR
The Risk-Adjusted Performance Rank of CHTR is 8181
Overall Rank
The Sharpe Ratio Rank of CHTR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CHTR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CHTR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CHTR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CHTR is 8383
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHTR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for CHTR, currently valued at 0.99, compared to the broader market-2.00-1.000.001.002.003.00
CHTR: 0.99
SPY: 0.51
The chart of Sortino ratio for CHTR, currently valued at 1.73, compared to the broader market-6.00-4.00-2.000.002.004.00
CHTR: 1.73
SPY: 0.86
The chart of Omega ratio for CHTR, currently valued at 1.21, compared to the broader market0.501.001.502.00
CHTR: 1.21
SPY: 1.13
The chart of Calmar ratio for CHTR, currently valued at 0.58, compared to the broader market0.001.002.003.004.005.00
CHTR: 0.58
SPY: 0.55
The chart of Martin ratio for CHTR, currently valued at 3.88, compared to the broader market-5.000.005.0010.0015.0020.00
CHTR: 3.88
SPY: 2.26

The current CHTR Sharpe Ratio is 0.99, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CHTR and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.99
0.51
CHTR
SPY

Dividends

CHTR vs. SPY - Dividend Comparison

CHTR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
CHTR
Charter Communications, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CHTR vs. SPY - Drawdown Comparison

The maximum CHTR drawdown since its inception was -68.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CHTR and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.49%
-9.89%
CHTR
SPY

Volatility

CHTR vs. SPY - Volatility Comparison

Charter Communications, Inc. (CHTR) has a higher volatility of 19.24% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that CHTR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.24%
15.12%
CHTR
SPY